+2,502.5%
LITE vs TNA
+76.8%
+2,425.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.3% | +12.3% | +11.6% |
| 7D | +12.6% | +4.1% | +8.5% | +10.7% |
| 30D | +9.9% | -7.6% | +17.6% | +13.6% |
| 3M | +9.3% | +8.1% | +1.2% | +6.7% |
| 6M | +75.2% | +49.0% | +26.2% | +50.8% |
| YTD | +165.5% | +51.7% | +113.8% | +125.0% |
| 1Y | +555.0% | +59.6% | +495.4% | +446.3% |
| 3Y | +1,870.5% | +118.9% | +1,751.6% | +1,284.5% |
| 5Y | +1,009.8% | -19.2% | +1,029.0% | +868.7% |
| 10Y | +2,502.5% | +77.2% | +2,425.3% | +1,178.8% |
| All | +2,502.5% | +76.8% | +2,425.7% | +1,178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling